Snowpeak Ruins from TP was really cool for a dungeon (no pun intended), with challenging enemies, great puzzles (especially those ice block and cannon puzzles), a fun item, and a great boss. I also really liked that the dungeon was unconventional; it was more like a mansion.
I also liked the Temple of Droplets from MC and the Snowhead Temple from MM for different reasons, but for me, there's no comparison!